Title
A novel robust approach for analysis of longitudinal data
Abstract
A new robust estimating equation approach for analysis of longitudinal data is developed. To achieve robustness against outliers, a novel approach which corrects the bias induced by outliers through centralizing the covariate matrix in the estimating equation is proposed. The covariates are centralized by subtracting their conditional expectations and the conditional expectations can be estimated by using the local linear smoothing method. The consistency and asymptotic normality of the proposed estimator are established under some regularity conditions. Extensive simulation studies show that the proposed method is robust, has a high efficiency, and is not limited to some specific error distributions. In the end, the proposed method is applied to the longitudinal study of prevalent patients with type 2 diabetes and confirms the effectiveness of dietary fibre intake in reducing glycolated hemoglobin A1c level.
Year
DOI
Venue
2019
10.1016/j.csda.2019.04.002
Computational Statistics & Data Analysis
Keywords
Field
DocType
Outlier,Longitudinal data,Robustness,Estimating equation
Covariate,Conditional expectation,Outlier,Robustness (computer science),Smoothing,Statistics,Mathematics,Asymptotic distribution,Estimating equations,Estimator
Journal
Volume
ISSN
Citations 
138
0167-9473
0
PageRank 
References 
Authors
0.34
0
4
Name
Order
Citations
PageRank
Yuexia Zhang100.68
Guoyou Qin2123.82
Zhongyi Zhu371.85
Wanghong Xu400.34